机器学习与货币套息策略
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The Rise and Fall of the Carry Trade: Links to Exchange Rate Predictability
Ilias Filippou; David E. Rapach; Mark P. Taylor; Guofu Zhou
Washington University in St. Louis- Washington University in St. Louis - John M. Olin Business School
- Federal Reserve Bank of Atlanta
- Research Department, Federal Reserve Bank of Atlanta
- Brookings Institution
Centre for Economic Policy Research- Centre for Economic Policy Research (CEPR)
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